Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49431.78 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45370.24 Kr¶

PnL: ---------------------------------------> 314.24 Kr¶

DD now: ---------------------------------> -6.944 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 10:10:42.507052'

Anic Portfolio¶

Today¶

Return: -0.577 %¶

This Week¶

Return: 0.261 %¶

Total portfolio value¶

Return including deposits: 61.827 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.010000 1667.520000 198.520000 13.510000 1468.999998
Orrön Energy 180 0.610000 2215.800000 172.800000 8.460000 2043.000000
Sedana Medical 93 -2.520000 2594.700000 73.700000 2.920000 2521.000011
Atrium Ljungberg B 5 -0.400000 991.000000 56.000000 5.990000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 -0.710000 890.800000 36.800000 4.310000 854.000000
JM 6 -0.200000 900.600000 36.600000 4.240000 864.000000
Catena 2 -1.430000 826.800000 34.800000 4.390000 792.000000
Hexatronic Group 12 -0.020000 1001.520000 34.520000 3.570000 966.999996
Hoist Finance 35 -0.520000 1011.500000 31.500000 3.210000 980.000000
VEF 909 -1.620000 1877.990000 27.990000 1.510000 1850.000436
OX2 13 2.040000 974.350000 24.350000 2.560000 949.999999
Bilia A 8 0.090000 916.800000 16.800000 1.870000 900.000000
Gränges 9 -0.100000 941.400000 13.400000 1.440000 927.999999
HEXPOL B 9 0.610000 1034.100000 13.100000 1.280000 1020.999996
Biotage 7 -0.370000 954.100000 13.100000 1.390000 940.999997
Byggmax Group 33 -0.470000 968.880000 12.880000 1.350000 956.000001
BioGaia B 8 -0.840000 942.400000 12.400000 1.330000 930.000000
Clas Ohlson B 12 -0.910000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 -0.590000 404.000000 2.000000 0.500000 402.000000
ASSA ABLOY B 3 -0.460000 776.100000 -2.900000 -0.370000 779.000001
EQT 4 -1.340000 825.200000 -6.800000 -0.820000 832.000000
Addnode Group B 11 -0.120000 900.900000 -20.100000 -2.180000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -0.880000 945.000000 -22.000000 -2.280000 966.999999
SKF B 5 -0.050000 917.750000 -22.250000 -2.370000 940.000000
Alimak Group 11 -1.560000 904.200000 -23.800000 -2.560000 927.999996
Indutrade 5 -0.460000 1184.500000 -33.500000 -2.750000 1218.000000
Latour B 4 -0.540000 811.600000 -45.400000 -5.300000 857.000000
Vitec Software Group B 2 -1.980000 1038.000000 -49.000000 -4.510000 1087.000000
Bufab 3 -0.970000 1040.400000 -68.600000 -6.190000 1109.000001
Hexagon B 26 -1.630000 3377.400000 -83.600000 -2.420000 3461.000010
BHG Group 97 -0.910000 1368.670000 -90.330000 -6.190000 1458.999989
INVISIO 16 -0.660000 3592.000000 -97.000000 -2.630000 3689.000000
TOTAL 45367.380000 311.380000 -6.94918% 45056.000411

Updated:¶

'2023-07-05 10:09:24.746459'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶